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Downside risk
Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the…
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Related topics
Related topics
10 relations
Capital asset pricing model
Deviation risk measure
Downside beta
Dual-beta
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
Does the CBOE Volatility Index Predict Downside Risk at the Tokyo Stock Exchange
Chikashi Tsuji
2016
Corpus ID: 55582998
This study investigates the predictability of the preceding day’s US volatility index (VIX) from the Chicago Board Options…
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2014
2014
Downside risk
M. Johnson
,
Atsuyuki Naka
Financial Services Review
2014
Corpus ID: 152453845
This article examines the ability of consumer sentiment for different age groups to forecast short-term as well as long-term…
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2013
2013
The Relationships Among Stocks, Bonds and Gold: Safe Haven, Hedge or Neither?
Shu-Mei Chiang
,
Chi-tai Lin
,
Chien-Ming Huang
2013
Corpus ID: 55085952
This paper applies a multivariate GARCH model to analyze the interdependence among gold, stocks and bonds price. Besides, we also…
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Review
2012
Review
2012
A Stochastic Production Function Analysis of Maize Hybrids and Yield Variability in Drought-Prone Areas of Kenya
Ashley D. Jones
,
T. Dalton
,
M. Smale
2012
Corpus ID: 155694475
Egerton University with a mandate to undertake empirical research and analysis on contemporary economic and agricultural policy…
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2012
2012
Alternativas de diversificación internacional para portafolios de acciones de la Bolsa de Valores de Lima
J. Santillán
2012
Corpus ID: 152612136
This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange…
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2007
2007
Optimal Dividend Control in Presence of Downside Risk
Luis H. R. Alvarez
,
Teppo A. Rakkolainen
2007
Corpus ID: 152556715
We analyze the determination of a value maximizing dividend policy for a broad class of cash flow processes modelled as…
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2003
2003
Agricultural Cooperatives And Risk Management:Impact On Financial Performance
Mark R. Manfredo
,
T. Richards
,
Scott Mcdermott
2003
Corpus ID: 54681600
Agricultural cooperatives, like all agribusinesses, operate in an inherently risky environment. Many risk management tools exist…
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Review
1998
Review
1998
Empirical Tests for Differences in Equilibrium Risk Measures with Application to Downside Risk in Small and Large UK Companies
C. Pedersen
1998
Corpus ID: 153667855
Several authors have proposed CAPM-style linear pricing models which utilise alternative notions of risk than the variance. The…
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1997
1997
Understanding Risk in Basis Contracts
R. Wisner
1997
Corpus ID: 152322063
Basis contracts are marketing instruments that establish the basis (the difference between the local cash price and futures price…
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Review
1992
Review
1992
L'évolution de l'inégalité des salaires due aux différences de qualification: une étude d'entreprises françaises, de 1976 à 1987
A. Trannoy
,
Chantal Lugand
1992
Corpus ID: 193244923
[spa] Evolucion de la desigualdad de los asalariados debido a las diferencias de cualificacion: estudio de las empresas francesas…
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